Orientador: Emanuel Pimentel Barbosa / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-08T06:20:36Z (GMT). No. of bitstreams: 1 Barbao_Jaqueline_M.pdf: 5813756 bytes, checksum: 029960ddd670b1a986b10c66dba44508 (MD5) Previous issue date: 2007 / Resumo: Neste trabalho são estudadas 4 metodologias para análise de ciclos em séries temporais, das quais 3 delas foram mais recentemente desenvolvidas na literatura. A primeira, proposta por Kaiser e Maravall (2001), se baseia numa modificação do filtro Hodrick-Prescott (HP) unidimensional através de uma abordagem por modelos ARIMA. A segunda, desenvolvida em Mills (2003) consiste numa extensão multivariada do filtro HP. A terceira, utiliza modelos de espaço de estado ou estruturais (Durbin e Koopman.2001), uni-variados e multivariados para decompor a série. A quarta, é um método mais tradicional, aqui tomado como referência comparativa e que se baseia em modelos de regressão (não-linear) harmónica. Utilizando 3 séries de índices macroeconômicos da Espanha (índice de produção industrial, consumo de cimento e número de biblhetes vendidos de passagens aéreas), e 2 séries de fenômenos naturais (chuvas em Fortaleza e número médio de manchas solares), esses métodos são implementados e seus resultados discutidos e avaliados comparativamente. Aspectos dessa avaliação incluem a facilidade de implementação, capacidade de descrição e previsão, e qualidade da componente cíclica estimada. / Abstract: The analysis of cycles in time series is considered in this investigation through four methodologies, of which three were more recently developed in literature. The first method, proposed in Kaiser and Maravall (2001), is based on a modification of the unidimensional Hodrick-Prescot filter (HP) through ARIMA models approach. The second method, developed in Mills (2003), consists of a multivaxiate extension of the HP filter, whereas the third method, which follows Durbin and Koopman (2001), decomposes the series through either univariate or multiariate state space models. The fourth method, which is traditional in literature and based on harmonic non-linear regression models, is taken in order to be used as standard reference for comparison. These methods are applied in three Spanish macroeconomic time series (industry production index, cement consumption and airline tickets sales) and two natural phenomena time series (rainfall in Fortaleza/Brazil and sunspot average number). These methodologies are examined with respect the facilities of the implementation, forecasting and description capability, and the quality of the estimated cycle component. / Mestrado / Mestre em Estatística

No description available.

The aim of this thesis is to implement the agent platform for SunSpot sensor nodes. Reader is firstly presented with introduction to wireless sensor networks and the SunSpot sensor nodes. The thesis then describes the terms agent, agent platform and BDI agent. Then the description of ALLL language and related agent platform called WSageNt is presented. The rest of thesis deals with the concept and implementation of compatible agent plaform for SunSpot sensor nodes. The final part discusses results of work, compatibility with WSageNt platform and possible extensions.

Today, GNSS (Global Navigation Satellite Systems) is a widely spread technology and are used in many different ways. GNSS is the collective name for American GPS, Russian Glonass and European Galileo and some other smaller navigation systems. When surveying with GNSS technology, there are many things that can affect the accuracy of the measurements. In this thesis the focus is on how these measurements are being effected by disturbances in the ionosphere. The conditions in the ionosphere are largely affected by the amount of solar activities. A guideline for the amount of solar activity is to monitoring the sunspot numbers and the solar cycle. With more radiation occurring at radio frequencies as well as in the UV-region with more sunspots. The resulting free electrons influence the GNSS signals as they propagate through the ionosphere and the ionized gases cause the phase of the GNSS signal to shift and slows down the speed of the signal.   By processing data from three SWEPOS stations forming one shorter and one longer baseline, the estimated errors for the measurements are being calculated for different conditions in the ionosphere. The focus in this thesis is at the accuracy and precision of those measurements. To capture different ionospheric conditions, a few days from different parts of the solar cycle are chosen as representation for these different conditions. For each day different times of day and different length of measuring sessions are being calculated. All the calculations of the baselines are carried out in Trimble Business Center, and the results are presented in charts for each day and some key measurements are presented for the whole studied period.   The result gives no clear correlation between the number of sunspots and the accuracy and precision of the GNSS measurements, and it is not possible from the result to see that a particular time of the day is better suited for executing GNSS surveying.   From the studied material and the result of this thesis it is hard to see any dependency between the solar activity and the accuracy on GNSS measurements. It is not possible from the result see any connection between the length of the measuring time and the outcome of the measurement, as it is often no clear pattern stating that a longer measuring time would give better measurement.   The results differ in many ways from other reports on this subject and the result are so totally different that something seems to not be right in this report. If a correlation analysis had been performed instead of just an ocular examination, it had probably given a more satisfying result of the studied material.   The result of this thesis is in many ways on collision course with other similar report on this subject and therefore the results in this report can be neglected and rejected in favor of the result of this other more scientific reports.

<p>In this thesis I explore dimensions through which changes in expectations can serve as a driver of business cycles in a rational expectations setting. Exploiting both the ``sunspot'' and ``news-shock'' approaches to expectations-driven business cycles, I use various theoretical models to investigate how changes in expectations may have played a role in macroeconomic events such as the technological revolution of the 1990's and the financial boom and bust of 2003-2008.</p> <p>In the first chapter, I explore the ability of a model with knowledge capital to generate business cycles driven by expectations of future movement in total factor productivity (TFP). I model knowledge capital as an input into production which is endogenously produced through a learning-by-doing process. When firms receive news of an impending productivity increase, the value of knowledge capital rises, inducing the firm to hire more hours to ``invest'' in knowledge capital. The rise in the value of knowledge capital immediately raises the value of the firm, causing an appreciation in stock prices. If the expected increase in productivity fails to materialize, the model generates a recession as well as a crash in the stock market.</p> <p>In the second chapter, I explore the extent to which expectations about innovations in the financial sector may have contributed to both the boom and bust associated with the ``Great Recession''. Making a connection between the ``boom-years'' of easy credit and the crises of 2008, I argue that agents' overly-optimistic expectations of the benefits associated with financial innovation led to a flood of liquidity in the financial sector, lowering interest rate spreads and facilitating the boom in asset prices and economic activity. When the events of 2007-2009 led to a re-evaluation of the effectiveness of these new products, agents revised their expectations regarding the actual efficiency gains available to the financial sector and this led to a withdrawal of liquidity from the financial system, a reversal in credit spreads and asset prices and a bust in real activity. Following the news-shock approach, I model the boom and bust cycle in terms of an expected future fall in the costs of bankruptcy which are eventually not realized. The build up in liquidity and economic activity in expectation of these efficiency gains is then abruptly reversed when agents' hopes are dashed. The model generates counter-cyclical movement in the spread between lending rates and the risk-free rate which is driven purely by expectations, even in the absence of any exogenous movement in bankruptcy costs as well as an endogenous rise and fall in asset prices and leverage.</p> <p>In the final chapter, I explore the extent to which a ``bout of optimism'' during a period of technological change such as the 1990's could produce not just a boom in consumption, investment and hours-worked, but also rapid growth in productivity itself. I present a theoretical model where the economy endogenously adopts the technological ideas of a slowly evolving technological frontier, and show that the presence of a ``technological gap'' between unadopted ideas and current productivity can lead to multiple equilibria and therefore the possibility that changes in beliefs can be self-fulfilling, often referred to as sunspots. In the model these sunspots take the form of beliefs about the value of adopting the new technological ideas, and unleash both a boom in aggregate quantities as well as eventual productivity growth, increasing the value of adoption and self-confirming the beliefs. In this sense, the model provides an alternative interpretation of the empirical news-based results that identify expectational booms that precede growth in TFP. Finally, I demonstrate that the scope for the indeterminacies is a function of the steady-state growth rate of the underlying frontier of technological ideas, and that during times of low growth in ideas or technological stagnation, the potential for indeterminacies and thus belief-driven productivity growth diminishes.</p> / Doctor of Philosophy (PhD)

Ill., Northwestern Univ., Diss.--Evanston, 2004. / Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 3 Beitr.

Σε αυτήν την εργασία συζητάμε κυρίως τις ηλιακές παρατηρήσεις οι οποίες προτείνουν την ύπαρξη του σωματιδίου axion. Η αρχή λειτουργίας των ηλιακών τηλεσκοπίων που χρησιμοποιούνται για την ανίχνευση των ηλιακών axions μπορεί να βρίσκεται πίσω από την απροσδόκητη ηλιακή εκπομπή ακτίνων X, ακόμη και επάνω από 3.5 keV από τα μη ενεργά active regions. Επειδή αυτό συνδέεται με τα ηλιακά μαγνητικά πεδία και παρουσιάζει την αναμενόμενη B2 εξάρτηση, που είναι χαρακτηριστική για την αλληλεπίδραση τους με μαγνητικά πεδία. Τα μαγνητικά πεδία γίνονται σε αυτό το πλαίσιο ο καταλύτης και όχι η ειδάλλως πιθανή/απροσδιόριστη πηγή ενέργειας των ηλιακών ακτίνων X. Επιπλέον, ίσως μπορέσουμε (ίσως και όχι) να είμαστε σε θέση να αναδημιουργήσουμε πλήρως τον υποτιθέμενο ενσωματωμένο συντονισμό αλληλεπίδρασης των axions στον ήλιο και, να είμαστε σε θέση (ή και όχι) να τον αντιγράψουμε σε ένα επίγειο πείραμα. Τα σήματα των ηλιακών axions μπορεί να είναι παροδικές εκλάμψεις ακτίνων X ή συνεχής ακτινοβολία, όπως π.χ. από την κορώνα η οποία εκ πρώτης όψεος παραβιάζει το δεύτερο νόμο της θερμοδυναμικής καθώς και το νόμο Planck περί ακτινοβολίας μέλανος σώματος. Για την κατανόηση του προβλήματος της ηλιακής κορώνας και των άλλων ηλιακών μυστηρίων, όπως είναι οι ηλιακές καταιγίδες, οι ηλιακές κηλίδες, οι κατανομές χημικών στοιχείων, κ.λ.π., καταλήγουμε τουλάχιστον σε δύο νέα ‘εξωτικά σωματίδια’, όπως είναι: α) παγιδευμένα ‘βαριά’ axions τύπου Kaluza-Klein τα οποία διασπώνται ακτινοβολώντας και επιτρέπουν μια συνεχή αυτο-ακτινοβολία του ήλιου, μέσω της αυθόρμητης διάσπασής τους σε δύο φωτόνια. Αυτή η διεργασία εξηγεί την ξαφνική αναστροφή θερμοκρασίας στα ~2000 χλμ επάνω από την επιφάνεια του ήλιου. β) εξερχόμενα ‘ελαφριά’ axions, τα οποία αλληλεπιδρούν με τα τοπικά μαγνητικά πεδία μέσω της χαρακτηριστικής εξάρτησης (~B2). Η αλληλεπίδραση αυτή εξαρτάται από πολλές παραμέτρους, μία εκ των οποίων είναι η συχνότητα πλάσματος του περιβάλλοντος χώρου. Η συχνότητα αυτή θα πρέπει να ταιριάζει με τη μάζα ηρεμίας του axion, προκειμένου να έχουμε τον επιθυμητό συντονισμό. Η αναμενόμενη συμπεριφορά αυτών των δυο κατηγοριών αυτή εξηγεί τα κατά τα άλλα απρόβλεπτα παροδικά, αλλά ταυτόχρονα και συνεχή, ηλιακά φαινόμενα. Κατόπιν, η ενεργειακή κατανομή των φωτονίων ενός υποψήφιου φαινομένου άγνωστης προέλευσης μπορεί να ‘φωτογραφίσει’ το σημείο γέννησης των axions. Παραδείγματος χάριν, αυτό θα μπορούσε να προτείνει ότι ηλιακή κορώνα θερμοκρασίας ~2MK έχει τις ρίζες της στο πάνω μέρος της «ζώνης ακτινοβολίας» (radiation zone) ακόμα κι αν αυτό από μόνο του δεν μπορεί να εξηγήσει προφανώς την τόσο απότομη περιοχή μετάπτωσης μεταξύ της χρωμόσφαιρας και της κορώνας. Το προβλεφθέν μαγνητικό πεδίο Β ≈ 10 – 50 Τ στην αποκαλούμενη tachocline σε ακτίνα ~0.7R๏, κάνει αυτήν την περιοχή μια πιθανή νέα πηγή ηλιακών axions. Σε κάθε περίπτωση, η πολλαπλή σκέδαση φωτονίων μέσω του φαινομένου Compton ενισχύει τη μετατροπή φωτονίων από axions, δεδομένου ότι τα axions δεν μπορουν να αλληλεπιδράσουν πολλές φορές και έτσι δραπετεύουν. Καταλήγουμε λοιπόν στο συμπέρασμα ότι η ενεργειακή κατανομή κάτω από περίπου 100 eV είναι ένα νέο παράθυρο για τις αναζητήσεις axion. Εντυπωσιακά, αυτή η ενεργιακή κατανομή συμπίπτει με το γεγονός ότι: α) οι ενέργειες των φωτονίων που προκύπτουν από την αυθόρμητη διάσπαση των axions για μια εξωτερική αυτο-ακτινοβολία του ήλιου, πρέπει να διαπεράσουν μέχρι την ‘περιοχή μετάπτωσης’ στα ~2000 χλμ επάνω από την ηλιακή επιφάνεια, και β) με την κύρια συνιστώσα της ηλιακής φωτεινότητας ακτίνων X χαμηλής ενέργειας, η οποία είναι άγνωστης προέλευσης. Κατά συνέπεια, τα άμεσα/έμμεσα σήματα υποστηρίζουν τα axions ως μια εξήγηση της αινιγματικής συμπεριφοράς του ήλιου. Π.χ., η ανεξήγητη «solar oxygen crisis». Έτσι, λαμβάνοντας υπόψη σχετικές παρατηρήσεις στους ‘πόρους’, παρατηρείται μια επίσης εντυπωσιακή ~B2 εξάρτηση της κατανομής των χημικών στοιχείων πάνω απο έναν ‘πόρο’. Όλη αυτή η συμπεριφορά μπορεί να εξηγηθεί μέσω της πίεσης ακτινοβολίας απο την εκπομπή ακτίνων X που προέρχονται από τα axions του ηλιακού πυρήνα, ή, ακόμη και από κάποια άλλη εσωτερική ηλιακή πηγή axions. Έτσι, κεραίες αxions θα μπορούσαν να αξιοποιήσουν / ενσωματώσουν ένα τέτοιο μηχανισμό. Τέλος, η παρατηρηθείσα χαμηλο-ενεργειακή εκπομπή ακτίνων X από τον ‘ήρεμο’ ήλιο στα υψηλότερα πλάτη καθώς επίσης και η εκτεταμένη δραστηριότητα που συνδέεται με τις μαγνητικές δομές, που διασχίζουν το κέντρο του ηλιακού δίσκου, προτείνουν ότι τελικά έχουμε να κάνουμε με ένα σενάριο axions πολλών συνιστωσών. Ένα τέτοιο σενάριο ίσως είναι τελικά στην πράξη, αυτό που εξηγεί γιατί τα ηλιακά axions δεν έχουν προσδιοριστεί / παρατηρηθεί μέχρι τώρα στο καθ’ολα πλούσιο και χωρο-χρονικά μεταβαλλόμενο ηλιακό φάσμα ακτίνων X. Τέλος, υποστηρίζουμε, σε αυτήν την εργασία ότι, τα ηλιακά axions που μετατρέπονται σε (υψηλοενεργειακές) ακτίνες X κοντά στην ηλιακή επιφάνεια μπορούν να ιονίσουν τα ανωτέρω στρώματα. Αυτό έχει σαν αποτέλεσμα την ισοτροπική Compton σκέδαση και την ενεργειακή υποβάθμιση των φωτονίων. Τα φωτόνια διαδίδονται μέσα στο πλάσμα με πολλαπλές σκεδάσεις Compton (τυχαίος βηματισμός). Και τα δύο φαινόμενα επιτρέπουν για πρώτη φορά την σύνδεση της ηλιακής εκπομπής ακτίνων X με το τυποποιημένο πρότυπο ηλιακών axions. Δηλαδή, έχουμε να κάνουμε όχι μόνο με μια ακτινική εκπομπή ακτίνων X που προέρχονται από το κέντρο του ηλιακού δίσκου αλλά και με ένα ενεργειακό φάσμα που μετατοπίζεται προς όλο και χαμηλότερες ενέργειες. Αυτό είναι κάτι νέο που προέκυψε από αυτήν την εργασία. Επιπλέον, τονίζουμε ότι, από την λογική αυτής της εργασίας προκύπτει το σημείο γέννησης / μετατροπής axions, και μάλιστα ‘φωτογραφίζοντας’ την ηλιακή επιφάνεια. Αυτό το συμπέρασμα είναι πολύ σημαντικό. Διότι, εάν υιοθετήσουμε το ευρέως διαδεδομένο, αντίστροφο φαινόμενο Primakoff, που πιστεύεται ότι προκαλεί αυτήν την αλληλεπίδραση, όπως γίνεται παραδείγματος χάριν στην 2η φάση του πειράματος CAST με το ‘buffer gas’ στους μαγνητικούς σωλήνες, καταλήγουμε για πρώτη φορά σε μια μάζα ηρεμίας ενός σωματιδίου όπως είναι το axion: maxion ≥ 0.01 eV/c2. Αυτό το γεγονός μαζί με την γωνιακή και ενεργειακή κατανομή των ακτίνων Χ, που προέρχονται από axions στην επιφάνεια του ήλιου, προέκυψαν από αυτήν την εργασία. Επίσης, και η ανάλυση των δισδιάστατων κατανομών ηλιακών ακτίνων Χ χαμηλής ενέργειας απο δημοσιευθέντα αρχεία δεδομένων οδήγησε σε νέα αποτελέσματα. / We discuss mainly solar signatures suggesting axion or axion(-like) particles. The working principle of axion helioscopes can be behind unexpected solar X-ray emission, even above 3.5 keV from non-flaring active regions. Because this is associated with solar magnetic fields shows the expected B2- dependence. The magnetic fields become in this framework the catalyst and not the otherwise suspected / unspecified energy source of solar X-rays. In addition, the built–in fine tuning we may (not) be able to fully reconstruct, and, we may (not?) be able to copy in an earth bound experiment. Solar axion signals are transient X-ray brightenings, or, continuous radiation from the corona violating at first sight the second law of thermodynamics and Planck’s law of black body radiation. To understand the corona problem and other mysteries like flares, sunspots, elemental abundances, etc., we arrive at least at two exotica: a) trapped, radiatively decaying, massive axions of the Kaluza Klein type allow a continuous self-irradiation of the Sun, via their spontaneous decay, explaining the sudden temperature inversion ~2000 km above the Sun’s surface and b) outstreaming light axions interact with local fields (~B2), depending crucially, among other parameters on the plasma frequency which must match the axion rest mass, explaining the otherwise unpredictable transient, but also continuous, solar phenomena. Then, the photon energy distribution of a related phenomenon of unknown origin might point at the birth place of involved axions. For example, this could suggest that the ~2 MK solar corona has its axion roots at the top of the radiative zone even though this alone can not explain the steep transition region (TR) between the chromosphere and the corona. The predicted B ≈ 10–50 T at the so called tachocline at ~0.7R, make this place a potential coherent axion source, while the multiple photon scattering enhances the photon-to-axion conversion unilaterally, since axions escape. We conclude that the energy range below some 100 eV is a new window of opportunity for axion searches. Remarkably, it coincides with a) the 10 derived photon energies for an external self-irradiation of the Sun, which has to penetrate until the transition region at ~2000 km above the solar surface, and b) with the bulk of the soft solar X-ray luminosity, which is of unknown origin. Thus, (in)direct signatures support axions or the like as an explanation of enigmatic behavior in the Sun and beyond; e.g., the otherwise unexplained “solar oxygen crisis” taking into account related observations in pores, which also show striking ~B2 – dependence of elemental abundance in a pore. They can be associated with the radiation pressure of the X-ray emission from converted axions from the solar core, or, other as yet unpredicted inner solar axion source. Axion antennas could take advantage of such a feed back. Finally, the observed soft X-ray emission from the quiet Sun at highest latitudes as well as the extended activity associated with magnetic structures crossing the solar disk centre suggest that a multi-component axion(-like) scenario is finally at work, which explains why the solar axions have not been identified / noticed before in the rich and spatiotemporarily changing solar X-ray spectrum. Finally, it is arguing in this work that solar axions converted to (hard) X-rays near the solar surface can ionize the layers above. This gives rise to the isotropic Compton scattering and to the photon energy degradation while the photons propagate inside the plasma. Both effects allow for the first time to reconcile solar X-ray emission with the standard solar axion model, i.e. not only radial X-ray emission distinguishing thus the solar disk center, and, an energy spectrum shifted towards lower and lower energies. Moreover, the concluded place of birth of the axion conversion points at the solar surface. If we assume the widely mentioned coherent inverse Primakoff-effect being behind this interaction, as it is done for example in CAST phase II with buffer gas in the magnetic pipes, then the axion or axion-like rest mass is maxion ≥ 0.01 eV/c^2.

No description available.

Yes / In this paper, a machine-learning-based system that could provide automated short-term solar flare prediction is presented. This system accepts two sets of inputs: McIntosh classification of sunspot groups and solar cycle data. In order to establish a correlation between solar flares and sunspot groups, the system explores the publicly available solar catalogues from the National Geophysical Data Center to associate sunspots with their corresponding flares based on their timing and NOAA numbers. The McIntosh classification for every relevant sunspot is extracted and converted to a numerical format that is suitable for machine learning algorithms. Using this system we aim to predict whether a certain sunspot class at a certain time is likely to produce a significant flare within six hours time and if so whether this flare is going to be an X or M flare. Machine learning algorithms such as Cascade-Correlation Neural Networks (CCNNs), Support Vector Machines (SVMs) and Radial Basis Function Networks (RBFN) are optimised and then compared to determine the learning algorithm that would provide the best prediction performance. It is concluded that SVMs provide the best performance for predicting whether a McIntosh classified sunspot group is going to flare or not but CCNNs are more capable of predicting the class of the flare to erupt. A hybrid system that combines a SVM and a CCNN is suggested for future use. / EPSRC

yes / This paper presents a hybrid system for automatic detection and McIntosh-based classification of sunspot groups on SOHO/MDI white-light images using active-region data extracted from SOHO/MDI magnetogram images. After sunspots are detected from MDI white-light images they are grouped/clustered using MDI magnetogram images. By integrating image-processing and neural network techniques, detected sunspot regions are classified automatically according to the McIntosh classification system. Our results show that the automated grouping and classification of sunspots is possible with a high success rate when compared to the existing manually created catalogues. In addition, our system can detect and classify sunspot groups in their early stages, which are usually missed by human observers. / EPSRC